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user 27773
Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
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Does Multiplicative Version of Azuma's Inequality Hold?
Yes, such bounds are possible. You can adapt the proof of Azuma's inequality to the multiplicative-error case, if you set it up correctly.
For example:
Lemma 10 [this paper].
Let $Y=\sum_{t=1}^T x_t …
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